It should find them in ~/roms, ~/MyDocs/roms, and mmc1/roms (that's on the microSD). Think that'll cover it? Other data goes in an appropriately-named subdirectory in one of those. For now all the paths are set in the sdlmame-start script in /opt/sdlmame.

If you do use it, please send me a message with any improvements you make in the settings or maps. A lot of making this ready for release is making sure controls are covered adequetely on this little keyboard and there are a lot of machines in there.